+249.6%
HL vs STT
+182.6%
+67.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.8% |
| 7D | -11.1% | +4.8% | -15.9% | -13.7% |
| 30D | -12.1% | +3.9% | -16.0% | -13.9% |
| 3M | -26.1% | -8.2% | -17.9% | -22.3% |
| 6M | -37.7% | +15.6% | -53.3% | -42.6% |
| YTD | -31.7% | +37.6% | -69.3% | -43.2% |
| 1Y | -11.6% | +50.1% | -61.8% | -29.9% |
| 3Y | +249.6% | +183.1% | +66.6% | +60.9% |
| All | +249.6% | +182.6% | +67.0% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling